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Projects in Awesome Lists tagged with econometrics

A curated list of projects in awesome lists tagged with econometrics .

https://github.com/py-why/econml

ALICE (Automated Learning and Intelligence for Causation and Economics) is a Microsoft Research project aimed at applying Artificial Intelligence concepts to economic decision making. One of its goals is to build a toolkit that combines state-of-the-art machine learning techniques with econometrics in order to bring automation to complex causal inference problems. To date, the ALICE Python SDK (econml) implements orthogonal machine learning algorithms such as the double machine learning work of Chernozhukov et al. This toolkit is designed to measure the causal effect of some treatment variable(s) t on an outcome variable y, controlling for a set of features x.

causal-inference causality econometrics economics machine-learning treatment-effects

Last synced: 16 Dec 2024

https://github.com/py-why/EconML

ALICE (Automated Learning and Intelligence for Causation and Economics) is a Microsoft Research project aimed at applying Artificial Intelligence concepts to economic decision making. One of its goals is to build a toolkit that combines state-of-the-art machine learning techniques with econometrics in order to bring automation to complex causal inference problems. To date, the ALICE Python SDK (econml) implements orthogonal machine learning algorithms such as the double machine learning work of Chernozhukov et al. This toolkit is designed to measure the causal effect of some treatment variable(s) t on an outcome variable y, controlling for a set of features x.

causal-inference causality econometrics economics machine-learning treatment-effects

Last synced: 30 Oct 2024

https://matheusfacure.github.io/python-causality-handbook/

Causal Inference for the Brave and True. A light-hearted yet rigorous approach to learning about impact estimation and causality.

causal-inference causality data-science econometrics harmless-econometrics impact-estimation python

Last synced: 05 Nov 2024

https://github.com/matheusfacure/python-causality-handbook

Causal Inference for the Brave and True. A light-hearted yet rigorous approach to learning about impact estimation and causality.

causal-inference causality data-science econometrics harmless-econometrics impact-estimation python

Last synced: 17 Dec 2024

https://github.com/tgsmith61591/pyramid

A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.

arima econometrics forecasting forecasting-models machine-learning pmdarima python sarimax time-series

Last synced: 27 Nov 2024

https://github.com/alkaline-ml/pmdarima

A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.

arima econometrics forecasting forecasting-models machine-learning pmdarima python sarimax time-series

Last synced: 17 Dec 2024

https://github.com/facebookexperimental/Robyn

Robyn is an experimental, AI/ML-powered and open sourced Marketing Mix Modeling (MMM) package from Meta Marketing Science. Our mission is to democratise modeling knowledge, inspire the industry through innovation, reduce human bias in the modeling process & build a strong open source marketing science community.

adstocking budget-allocation cost-response-curve econometrics evolutionary-algorithm gradient-based-optimisation hyperparameter-optimization marketing-mix-modeling marketing-mix-modelling marketing-science mmm ridge-regression

Last synced: 30 Oct 2024

https://github.com/facebookexperimental/robyn

Robyn is an experimental, AI/ML-powered and open sourced Marketing Mix Modeling (MMM) package from Meta Marketing Science. Our mission is to democratise modeling knowledge, inspire the industry through innovation, reduce human bias in the modeling process & build a strong open source marketing science community.

adstocking budget-allocation cost-response-curve econometrics evolutionary-algorithm gradient-based-optimisation hyperparameter-optimization marketing-mix-modeling marketing-mix-modelling marketing-science mmm ridge-regression

Last synced: 17 Dec 2024

https://github.com/rsvp/fecon235

Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics

asset-pricing bonds econometrics economics employment equities fecon236 federal-reserve finance fx gdp gold housing inflation interest-rates jupyter-notebook pandas python statistics time-series

Last synced: 15 Dec 2024

https://github.com/google/lightweight_mmm

LightweightMMM 🦇 is a lightweight Bayesian Marketing Mix Modeling (MMM) library that allows users to easily train MMMs and obtain channel attribution information.

bayesian data-science econometrics marketing-science mmm

Last synced: 13 Nov 2024

https://github.com/aeturrell/coding-for-economists

This repository hosts the code behind the online book, Coding for Economists.

book data-science econometrics economics economics-models jupyter-notebook learning python research vscode

Last synced: 07 Nov 2024

https://github.com/vikjam/mostly-harmless-replication

Replication of tables and figures from "Mostly Harmless Econometrics" in Stata, R, Python and Julia.

econometrics economics julia python r replication stata

Last synced: 18 Dec 2024

https://github.com/mca91/EconometricsWithR

📖An interactive companion to the well-received textbook 'Introduction to Econometrics' by Stock & Watson (2015)

applied-economics bookdown companion-book d3-visualization datacamp-exercises econometrics introduction-to-r knitr linear-models r r-markdown r-programming textbook

Last synced: 11 Nov 2024

https://github.com/visprex/visprex

Visualise your CSV files in seconds without sending your data anywhere

data-visualization econometrics statistics

Last synced: 06 Dec 2024

https://github.com/weijie-chen/econometrics-with-python

Tutorials of econometrics featuring Python programming. This is a crash course for reviewing the most important concepts and techniques of basic econometrics, the theories are presented lightly without hustles of derivation and Python codes are straightforward.

data-analysis data-science econometrics economics python statistics time-series

Last synced: 22 Dec 2024

https://github.com/Minyus/causallift

CausalLift: Python package for causality-based Uplift Modeling in real-world business

causal-impact causal-inference causality counterfactual econometrics propensity-score propensity-scores uplift uplift-modeling

Last synced: 29 Oct 2024

https://github.com/JustinMShea/wooldridge

The official R data package for "Introductory Econometrics: A Modern Approach". A vignette contains example models from each chapter.

cran econometrics r r-package

Last synced: 25 Oct 2024

https://github.com/ScPoEcon/ScPoEconometrics

Undergraduate textbook for Econometrics with R

econometrics political-science r sociology teachers teaching textbook tutorial

Last synced: 25 Oct 2024

https://github.com/mathsci/fecon236

Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.

asset-pricing bonds econometrics economics equities fecon235 finance fx gold housing inflation interest-rates pandas python statistics time-series

Last synced: 21 Dec 2024

https://github.com/MathSci/fecon236

Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.

asset-pricing bonds econometrics economics equities fecon235 finance fx gold housing inflation interest-rates pandas python statistics time-series

Last synced: 24 Nov 2024

https://github.com/vkoul/Econ-Data-Science

Articles/ Journals and Videos related to Economics:chart_with_upwards_trend: and Data Science :bar_chart:

casual-inference data-science econometrics economics economist machine-learning social-sciences

Last synced: 13 Nov 2024

https://github.com/dmsul/econtools

Econometrics and data manipulation functions.

econometrics python regression scipy stata statistics

Last synced: 18 Dec 2024

https://github.com/weijie-chen/basic-statistics-with-python

Introduction to statistics featuring Python. This series of lecture notes aim to walk you through all basic concepts of statistics, such as descriptive statistics, parameter estimations, hypothesis testing, ANOVA and etc. All codes are straightforward to understand.

anova-analysis data-science descriptive-statistics econometrics frequentist-statistics hypothesis-testing mathematics parameter-estimation probability

Last synced: 15 Dec 2024

https://github.com/jrnold/masteringmetrics

R code for Angrist & Pischke Mastering Metrics

econometrics r

Last synced: 15 Oct 2024

https://github.com/tatevkaren/tatevkaren-data-science-portfolio

Data Science Portfolio of Tatev Karen Aslanyan including Case Studies and Research Projects that I have completed that solve business problems or introduce new products. Case Study papers, codes, and additional resources are all included.

blog case-study computer-science data-analysis data-science deep-learning econometrics machine-learning papers portfolio portfolio-website statistics

Last synced: 07 Dec 2024

https://github.com/bytedance/causalmatch

CausalMatch is a Bytedance research project aimed at integrating cutting-edge machine learning and econometrics methods to bring about automation in decision-making process.

causal-inference econometrics machine-learning

Last synced: 18 Dec 2024

https://github.com/m-dadej/marswitching.jl

MarSwitching.jl: Julia package for Markov switching dynamic models :chart_with_upwards_trend:

data-science econometrics julia machine-learning markov-chain statistics time-series

Last synced: 12 Oct 2024

https://github.com/pachadotdev/gravity

R package that provides estimation methods for Gravity Models

bvu bvw ddm econometrics glm gpml gravity international-trade lm maximum-likelihood nbpml nls ols ppml r sils tobit trade

Last synced: 22 Nov 2024

https://github.com/weijie-chen/probability_theory

A quick introduction to all most important concepts of Probability Theory, only freshman level of mathematics needed as prerequisite.

econometrics mathematics probabilistic-models probability probability-distribution probability-theory statistics

Last synced: 12 Nov 2024

https://github.com/tatevkaren/econometric-algorithms

Popular Econometrics content with code; Simple Linear Regression, Multiple Linear Regression, OLS, Event Study including Time Series Analysis, Fixed Effects and Random Effects Regressions for Panel Data, Heckman_2_Step for selection bias, Hausman Wu test for Endogeneity in Python, R, and STATA.

econometrics endogeneity event-study fixed-effect-model hausman-test heckman-2-step ols ols-regression python r random-effects-model stata statistical-tests test-statistics time-series-analysis

Last synced: 07 Dec 2024

https://github.com/s915/dbnomics.jl

Access DBnomics data series from Julia.

econometrics economic-data economics julia julia-package

Last synced: 12 Oct 2024

https://github.com/tatevkaren/free-resources-books-papers

Books and Papers in Mathematics, Econometrics, Machine Learning, Finance etc for different levels that can be useful for Data Scientists, Developers and everyone whoo is interesting in STEM.

books data-science databricks delta-lake developers econometrics free-books free-resources machine-learning mathematics statistics

Last synced: 07 Dec 2024

https://github.com/cran-task-views/econometrics

CRAN Task View: Econometrics

cran econometrics r rstats task-views

Last synced: 27 Nov 2024

https://github.com/jessegrabowski/geconpy

A collection of tools for working with DSGE models in python, inspired by the R package gEcon

bayesian-inference dsge-models econometrics macroeconomics

Last synced: 27 Oct 2024

https://github.com/dkl0707/Notes-of-Econometrics

对外经济贸易大学计量经济学笔记

econometrics notes uibe

Last synced: 03 Nov 2024

https://github.com/junyuan-chen/localprojections.jl

Local projection methods for impulse response estimation

econometrics economics impulse-response julia time-series

Last synced: 07 Nov 2024

https://github.com/pachadotdev/capybara

tldr; If you have a 2-4GB dataset and you need to estimate a (generalized) linear model with a large number of fixed effects, this package is for you.

cpp11 econometrics linear-models rstats

Last synced: 12 Oct 2024

https://github.com/doubleml/doubleml-serverless

DoubleML-Serverless - Distributed Double Machine Learning with a Serverless Architecture

aws-lambda causal-inference data-science double-machine-learning econometrics machine-learning python scikit-learn serverless statistics

Last synced: 17 Nov 2024

https://github.com/jldbc/gunsandcrime

A replication of Marvell and Moody's economics experiment measuring impact of gun ownership on crime rates, using percent suicides by gun, gun manufacturing, and survey data as proxies for gun ownership. Data set included.

crime econometrics guns

Last synced: 09 Nov 2024

https://github.com/rfsaldanha/tobler

Spatial Econometrics web app made with R and Shiny

econometrics r shiny spatial-econometrics

Last synced: 12 Nov 2024

https://github.com/msfidelis/indices-economicos

:chart_with_upwards_trend: :chart_with_downwards_trend: :bar_chart: - Gerador de datasets de alguns indices econômicos utilizando crawlers.

econometrics economics indices

Last synced: 01 Oct 2024

https://github.com/junyuan-chen/confidencebands.jl

Confidence bands for simultaneous statistical inference

confidence-intervals econometrics julia statistical-inference statistics

Last synced: 07 Nov 2024

https://github.com/asaficontact/term_spread_combinations

In this project, I show how different combinations and components of term spread have varying shapes, which can be analyzed in order to understand movements in the economy. Calculating term spread dispersion can help us better price risk in the bond market. Term spread combinations have varying power in explaining future movements in macro variable. It shows that the spanning hypothesis of the term spread against a macro variable might hold true depending on the combination and component of term spread that we are taking into consideration. This project provides a mechanism through which we can identify the best combination of a term spread for creating an efficient􏰐 macro 􏰍finance model.

econometrics economic-analysis finance interest-rates latex macroeconomics plotly r recession recession-indicator unemployment yield-curve

Last synced: 27 Oct 2024

https://github.com/koldim2001/time_series_theory

Решение задач по анализу временных рядов: детекция пиков QRS на сигналах ЭКГ с помощью ML, прогнозирование заболеваемости COVID с помощью LSTM и др.

catboost covid-19 ecg-qrs-detection ecg-signal econometrics fft-analysis forecasting gradient-boosting kalman-filter lstm-neural-networks machine-learning rcnn signal-processing time-series

Last synced: 10 Nov 2024

https://github.com/rbeeli/riskperf.jl

Quantitative risk and performance analysis package for financial time series powered by the Julia language.

analysis econometrics finance investing julia performance quantitative risk series time trading

Last synced: 25 Oct 2024

https://github.com/nosferican/uem.jl

Unobserved Effects Models (Panel Data Econometrics) -> For Beta Test

econometrics economics julia panel-data

Last synced: 25 Nov 2024

https://github.com/aadams/oaxacablinder.py

A Oaxaca-Blinder Package for Python

blinder-oaxaca econometrics oaxaca-blinder python

Last synced: 07 Nov 2024

https://github.com/nunohpinheiro/arima-studies

Studies on the implementation of a generic ARIMA algorithm, to forecast time series

arima arima-forecasting econometrics matlab

Last synced: 14 Dec 2024

https://github.com/dayyass/bachelor-diploma

Diploma thesis: "Assessment of credit organizations borrowers' default rate" (2019).

data-science diploma econometrics machine-learning statistics

Last synced: 01 Dec 2024

https://github.com/pachadotdev/unescap-gravity-2020

ARTNeT Advanced Workshop on Analysing Trade and Trade Policy with the Structural Gravity Model

econometrics gravity r

Last synced: 27 Oct 2024

https://github.com/tkhdyanagi/panelhetero

The panelhetero package provides tools to examine the degree of heterogeneity across cross-sectional units in the panel data analysis. See Okui and Yanagi (2019, Journal of Econometrics) https://doi.org/10.1016/j.jeconom.2019.04.036 and Okui and Yanagi (2020, The Econometrics Journal) https://doi.org/10.1093/ectj/utz019 .

econometrics r r-package rstats

Last synced: 12 Nov 2024

https://github.com/qcversity/econometrics-versity

This space is about econometrics using Python. It is a series of lectures about Econometrics, the theory, practical example using Python.

analysis econometrics economics finance modeling python statistics time-series

Last synced: 15 Nov 2024

https://github.com/junyuan-chen/methodofmoments.jl

Generalized method of moments (GMM) estimation in Julia

econometrics economics julia statistics

Last synced: 14 Dec 2024

https://github.com/tpapp/indirectlikelihood.jl

Framework for indirect likelihood estimation.

bayesian bayesian-inference econometrics julia-language statistics

Last synced: 17 Dec 2024

https://github.com/justinjjlee/julia-syntheticcontrol.jl

julia implementation of Synthetic Control estimation

econometrics julia julia-language regression synthetic-control

Last synced: 30 Nov 2024

https://github.com/mfarragher/appelpy-examples

Notebook examples for appelpy

econometrics python3 regression statistics

Last synced: 16 Dec 2024

https://github.com/yard1/pyhellwig

Hellwig's method/method of the capacity of information bearers for Python.

econometrics python

Last synced: 18 Nov 2024

https://github.com/mohammed-eldesouky/quasi-experiment-implementation-doubledifference_stata

This is a showcase code from a real quasi-experiment (Diff-in-Diff) evaluation I led with Save the children US in Iraq on child rearing practices and early childhood development.

diff-in-diff double-difference earlychildhood econometrics impact-analysis impact-evaluation quasi-experimental quatitative-analysis stata

Last synced: 13 Nov 2024

https://github.com/tkhdyanagi/didet

The didet package provides tools for difference-in-differences estimation with general treatment patterns using the concept of effective treatment. See Yanagi (2023) https://arxiv.org/abs/2212.13226 .

econometrics r r-package r-stats

Last synced: 12 Nov 2024

https://github.com/nosferican/on-cluster-robust-models-old

Empirical work commonly deals with heterogeneous in treatment populations with potential clustered sampling design. Current approaches to overcome issues that arise in these cases include weighted least squares, fixed effects models, and cluster robust variance covariance estimators. However, the current solutions often offer sub-optimal performance or practitioners misuse them. This study examines possible disadvantages to using non-cluster robust models and alternative solutions. Some of the contributions include a framework to understand and develop cluster robust models with new advise for practitioners and practical considerations. (JEL C01)

econometrics

Last synced: 25 Nov 2024